My wife downloaded a handful of songs for something like $0.50 a song and we've had no end pf problems with them. For some reason when she uses iTunes to load them on her iPod, it thinks they aren't legal unles she re-downloads the song (which she can do with the code she got the first time) and winamp never plays them.

The rest of the music on our computer is mostly ripped from CD's, which we've never had a problem with. We have a couple of illegal downloads, and funny enough, those never seem to have software problems either. I've told her not to buy any more music online. I'd rather buy the CD and rip it if we want it on the computer.
I have found some cheap places online to buy CD's, so I'm actually buying more CD's than ever. I rip them onto the comptuer and then put them away in a box.